#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
namespace Cephei.QL.Cashflows
{
    /// <summary> 
	/// ! Prices a cms coupon via static replication as in Hagan's "Conundrums..." article via numerical integration based on prices of vanilla swaptions
	/// </summary>
    [Guid ("E8392790-AFB4-464d-9833-0ADDDD526BB3"),ComVisible(true)]
	public interface INumericHaganPricer : Cephei.QL.Cashflows.IHaganPricer
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double OptionletPrice(QL.Option.TypeEnum optionType, Double strike);
        /// <summary> 
		/// 
		/// </summary>
		 Double ResetUpperLimit(Double stdDeviationsForUpperLimit);
        /// <summary> 
		/// 
		/// </summary>
		 Double StdDeviations {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double SwapletPrice {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double UpperLimit {get;}
    }   

    /// <summary> 
	/// ! Prices a cms coupon via static replication as in Hagan's "Conundrums..." article via numerical integration based on prices of vanilla swaptions Factory
	/// </summary>
   	[ComVisible(true)]
    public interface INumericHaganPricer_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

